CME Euro FX (E) Future December 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3649 |
1.3575 |
-0.0074 |
-0.5% |
1.3618 |
| High |
1.3649 |
1.3575 |
-0.0074 |
-0.5% |
1.3750 |
| Low |
1.3649 |
1.3575 |
-0.0074 |
-0.5% |
1.3513 |
| Close |
1.3649 |
1.3519 |
-0.0130 |
-1.0% |
1.3513 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
57 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3556 |
1.3538 |
1.3519 |
|
| R3 |
1.3556 |
1.3538 |
1.3519 |
|
| R2 |
1.3556 |
1.3556 |
1.3519 |
|
| R1 |
1.3538 |
1.3538 |
1.3519 |
1.3547 |
| PP |
1.3556 |
1.3556 |
1.3556 |
1.3561 |
| S1 |
1.3538 |
1.3538 |
1.3519 |
1.3547 |
| S2 |
1.3556 |
1.3556 |
1.3519 |
|
| S3 |
1.3556 |
1.3538 |
1.3519 |
|
| S4 |
1.3556 |
1.3538 |
1.3519 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4303 |
1.4145 |
1.3643 |
|
| R3 |
1.4066 |
1.3908 |
1.3578 |
|
| R2 |
1.3829 |
1.3829 |
1.3556 |
|
| R1 |
1.3671 |
1.3671 |
1.3535 |
1.3632 |
| PP |
1.3592 |
1.3592 |
1.3592 |
1.3572 |
| S1 |
1.3434 |
1.3434 |
1.3491 |
1.3395 |
| S2 |
1.3355 |
1.3355 |
1.3470 |
|
| S3 |
1.3118 |
1.3197 |
1.3448 |
|
| S4 |
1.2881 |
1.2960 |
1.3383 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3575 |
|
2.618 |
1.3575 |
|
1.618 |
1.3575 |
|
1.000 |
1.3575 |
|
0.618 |
1.3575 |
|
HIGH |
1.3575 |
|
0.618 |
1.3575 |
|
0.500 |
1.3575 |
|
0.382 |
1.3575 |
|
LOW |
1.3575 |
|
0.618 |
1.3575 |
|
1.000 |
1.3575 |
|
1.618 |
1.3575 |
|
2.618 |
1.3575 |
|
4.250 |
1.3575 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3575 |
1.3588 |
| PP |
1.3556 |
1.3565 |
| S1 |
1.3538 |
1.3542 |
|